Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models

DOI10.1016/J.JECONOM.2011.05.004MaRDI QIDQ738041zbMATH OpenOpenAlexFDO

Authors Liqun Wang, Cheng Hsiao

Publication date 12 August 2016

Published in Journal of Econometrics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jeconom.2011.05.004

zbMATH Keywords

measurement erroridentifiabilityinstrumental variablesmethod of momentsroot-\(n\) consistencysimulation-based estimatorFourier deconvolutionsemiparametric estimator

Mathematics Subject Classification ID

Applications of statistics to economics (62P20)

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Cites work

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• Consistent estimation for some nonlinear errors-in-variables models
• Covariate measurement error in logistic regression
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• Estimation of censored linear errors-in-variables models
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• Instrumental variable estimator for the nonlinear errors-in-variables model
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• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• Nonlinear Regression
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• Nonparametric regression with errors in variables
• On the polynomial structural relationship
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• Robust and consistent estimation of nonlinear errors-in-variables models
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• Semi-parametric estimation in the nonlinear structural errors-in-variables model
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Cited in

(15)

• Convolution without independence
• Bayesian instrumental variable estimation in linear measurement error models
• scientific article; zbMATH DE number 1748550 (Why is no real title available?)
• A revisit to correlation analysis for distortion measurement error data
• Estimation in linear errors-in-variables models with unknown error distribution
• Nonparametric Identification and Semiparametric Estimation of Classical Measurement Error Models Without Side Information
• Instrumental variable approach to covariate measurement error in generalized linear models
• A simple estimator for nonlinear error in variable models
• Semiparametric estimation of nonlinear errors-in-variables models with validation study
• Editorial. Moment restriction-based econometric methods: an overview
• Nonparametric errors in variables models with measurement errors on both sides of the equation
• Method of moments estimation and identifiability of semiparametric nonlinear errors-in-variables models
• The asymptotic properties of nonlinear semiparametric models with Berkson measurement errors
• Semi-parametric estimation in the nonlinear structural errors-in-variables model
• Instrument assisted regression for errors in variables models with binary response

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Uses Software

• nlmdl

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